Estimating the volatility of wholesale electricity spot prices in the US

Energy Journal

Volumn 25, Issue 4, 2004, Pages 23-40

  Hadsell, Lester ^a   Marathe, Achla ^b   Shawky, Hany A ^a  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b LOS ALAMOS NATIONAL LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DEREGULATION; ELECTRIC UTILITIES; ESTIMATION; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

ELECTRIC UTILITY INDUSTRY; ELECTRICITY MARKETS; TARCH MODEL;

ELECTRIC INDUSTRY;

EID: 14044250139     PISSN: 01956574     EISSN: None     Source Type: Trade Journal    
DOI: 10.5547/ISSN0195-6574-EJ-Vol25-No4-2     Document Type: Article

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